Work

Small caps in international equity portfolios: the effects of variance risk

Year: 2008

Type: article

Source: Annals of Finance

DOI: 10.1007/s10436-007-0090-2

Authors: Massimo Guidolin, Giovanna Nicodano

Institutions: University of Manchester, Collegio Carlo Alberto, University of Turin

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3125091196

FWCI: 6.386

Cites: 108

Cited by: 26

Related to: 10